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arXiv · 1705.10227

Optimal control for the stochastic FitzHugh-Nagumo model with recovery variable

Francesco Cordoni·Luca Di Persio
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Abstract

In the present paper we derive the existence and uniqueness of a solution for the optimal control problem determined by a stochastic FitzHugh-Nagumo equation with recovery variable. In particular due the cubic non-linearity in the drift coefficients, standard techniques cannot be applied so that the Ekeland's variational principle has to be exploited.

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Francesco Cordoni, Luca Di Persio. 2017-05-29. Optimal control for the stochastic FitzHugh-Nagumo model with recovery variable. https://arxiv.org/abs/1705.10227

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